+488.6%
HPE vs USFD
+339.9%
+148.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -18.7% | +3.0% | -21.7% | -19.9% |
| 30D | -37.9% | +11.1% | -49.0% | -40.6% |
| 3M | -14.4% | -0.3% | -14.1% | -15.1% |
| 6M | +48.2% | +15.9% | +32.3% | +37.7% |
| YTD | +88.6% | +41.6% | +47.0% | +60.2% |
| 1Y | +94.8% | +49.4% | +45.4% | +61.8% |
| 3Y | +202.7% | +157.8% | +44.9% | +104.0% |
| 5Y | +231.6% | +176.6% | +55.0% | +112.8% |
| 10Y | +361.9% | +375.4% | -13.4% | +131.7% |
| All | +488.6% | +339.9% | +148.7% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling